+87.4%
BAC vs SLV
+120.9%
-33.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +5.1% | -6.3% | -1.6% |
| 30D | -7.7% | -12.9% | +5.3% | -6.7% |
| 3M | -21.2% | -16.1% | -5.1% | -20.2% |
| 6M | -6.8% | -33.2% | +26.3% | -4.5% |
| YTD | -8.7% | -27.2% | +18.5% | -10.3% |
| 1Y | -5.3% | +7.6% | -12.9% | -12.6% |
| 3Y | +87.4% | +122.3% | -34.9% | +40.7% |
| All | +87.4% | +120.9% | -33.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling